CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Dec-2011 | 
                    20-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        611-0 | 
                        620-0 | 
                        9-0 | 
                        1.5% | 
                        600-0 | 
                     
                    
                        | High | 
                        616-2 | 
                        622-2 | 
                        6-0 | 
                        1.0% | 
                        613-0 | 
                     
                    
                        | Low | 
                        608-6 | 
                        618-0 | 
                        9-2 | 
                        1.5% | 
                        594-2 | 
                     
                    
                        | Close | 
                        616-2 | 
                        622-2 | 
                        6-0 | 
                        1.0% | 
                        598-4 | 
                     
                    
                        | Range | 
                        7-4 | 
                        4-2 | 
                        -3-2 | 
                        -43.3% | 
                        18-6 | 
                     
                    
                        | ATR | 
                        10-5 | 
                        10-2 | 
                        -0-3 | 
                        -3.1% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        24,737 | 
                        23,481 | 
                        -1,256 | 
                        -5.1% | 
                        106,547 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                633-5 | 
                632-1 | 
                624-5 | 
                 | 
             
            
                | R3 | 
                629-3 | 
                627-7 | 
                623-3 | 
                 | 
             
            
                | R2 | 
                625-1 | 
                625-1 | 
                623-0 | 
                 | 
             
            
                | R1 | 
                623-5 | 
                623-5 | 
                622-5 | 
                624-3 | 
             
            
                | PP | 
                620-7 | 
                620-7 | 
                620-7 | 
                621-2 | 
             
            
                | S1 | 
                619-3 | 
                619-3 | 
                621-7 | 
                620-1 | 
             
            
                | S2 | 
                616-5 | 
                616-5 | 
                621-4 | 
                 | 
             
            
                | S3 | 
                612-3 | 
                615-1 | 
                621-1 | 
                 | 
             
            
                | S4 | 
                608-1 | 
                610-7 | 
                619-7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                658-1 | 
                647-1 | 
                608-6 | 
                 | 
             
            
                | R3 | 
                639-3 | 
                628-3 | 
                603-5 | 
                 | 
             
            
                | R2 | 
                620-5 | 
                620-5 | 
                602-0 | 
                 | 
             
            
                | R1 | 
                609-5 | 
                609-5 | 
                600-2 | 
                605-6 | 
             
            
                | PP | 
                601-7 | 
                601-7 | 
                601-7 | 
                600-0 | 
             
            
                | S1 | 
                590-7 | 
                590-7 | 
                596-6 | 
                587-0 | 
             
            
                | S2 | 
                583-1 | 
                583-1 | 
                595-0 | 
                 | 
             
            
                | S3 | 
                564-3 | 
                572-1 | 
                593-3 | 
                 | 
             
            
                | S4 | 
                545-5 | 
                553-3 | 
                588-2 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                622-2 | 
                594-2 | 
                28-0 | 
                4.5% | 
                6-0 | 
                1.0% | 
                100% | 
                True | 
                False | 
                22,071 | 
                 
                
                | 10 | 
                622-2 | 
                594-2 | 
                28-0 | 
                4.5% | 
                7-0 | 
                1.1% | 
                100% | 
                True | 
                False | 
                23,473 | 
                 
                
                | 20 | 
                624-4 | 
                594-2 | 
                30-2 | 
                4.9% | 
                7-4 | 
                1.2% | 
                93% | 
                False | 
                False | 
                24,674 | 
                 
                
                | 40 | 
                683-0 | 
                594-2 | 
                88-6 | 
                14.3% | 
                8-3 | 
                1.3% | 
                32% | 
                False | 
                False | 
                22,681 | 
                 
                
                | 60 | 
                689-6 | 
                594-2 | 
                95-4 | 
                15.3% | 
                8-6 | 
                1.4% | 
                29% | 
                False | 
                False | 
                22,116 | 
                 
                
                | 80 | 
                794-4 | 
                594-2 | 
                200-2 | 
                32.2% | 
                9-1 | 
                1.5% | 
                14% | 
                False | 
                False | 
                19,562 | 
                 
                
                | 100 | 
                794-4 | 
                594-2 | 
                200-2 | 
                32.2% | 
                8-5 | 
                1.4% | 
                14% | 
                False | 
                False | 
                17,178 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            640-2 | 
         
        
            | 
2.618             | 
            633-3 | 
         
        
            | 
1.618             | 
            629-1 | 
         
        
            | 
1.000             | 
            626-4 | 
         
        
            | 
0.618             | 
            624-7 | 
         
        
            | 
HIGH             | 
            622-2 | 
         
        
            | 
0.618             | 
            620-5 | 
         
        
            | 
0.500             | 
            620-1 | 
         
        
            | 
0.382             | 
            619-5 | 
         
        
            | 
LOW             | 
            618-0 | 
         
        
            | 
0.618             | 
            615-3 | 
         
        
            | 
1.000             | 
            613-6 | 
         
        
            | 
1.618             | 
            611-1 | 
         
        
            | 
2.618             | 
            606-7 | 
         
        
            | 
4.250             | 
            600-0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                621-4 | 
                                618-0 | 
                             
                            
                                | PP | 
                                620-7 | 
                                613-5 | 
                             
                            
                                | S1 | 
                                620-1 | 
                                609-3 | 
                             
             
         |